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IPAM Optimized Index

Index level: 70.56 as of 18/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.43 % -0.51 % -9.16 % -9.38 % -19.64 %
Annualized Performance -9.38 % -7.03 %
Annualized Volatility +9.27 % +5.01 % +8.65 % +7.89 % +6.94 %
Sharpe Ratio -- --
Max Drawdown -1.82 % -4.18 % -16.22 % -16.22 % -24.15 %

The IPAM Optimized Index has been backtested since 01/10/2001 and calculated since 27/04/2015.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The IPAM Optimised Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG
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